A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
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May 23, 2025 - Python
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svi
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Official implementation of Global urban visual perception varies across demographics and personalities and SPECS dataset
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Mar 7, 2026 - Jupyter Notebook
Arbitrage-free volatility surface construction with SVI & Heston calibration. Python toolkit for options pricing and risk management.
python numpy scipy quantitative-finance arbitrage volatility risk-management options-trading heston-model derivatives-pricing svi
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May 14, 2026 - Python
This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
python jupyter-notebook derivatives option-pricing black-scholes implied-volatility equity-options svi volatility-modeling option-pricing-calculator volatility-smile quant-finance volatility-modelling volatility-surface arbitrage-free-pricing black-scholes-model option-pricing-theory arbitrage-free svi-implied-volatility
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Mar 18, 2026 - Jupyter Notebook
SVInsight: A python package for calculating an exploratory social vulnerability index (SVI).
python vulnerability census-data demographics social-vulnerability svi hazards census-tract demographics-data census-block-group hazards-resilience
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Nov 26, 2024 - Python
Summary notebooks using derivative gaussian processes with tinygp. We implement a 2D derivative gaussian process and successfully use derivatives to regularize SVI fits with a gaussian process model..
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May 16, 2024 - Jupyter Notebook
This project aims to strip the Equity Local Volatility surface and implement the associated PDE pricing method.
python jupyter-notebook derivatives option-pricing pde implied-volatility equity-options pde-solver derivatives-pricing svi options-pricing volatility-modeling option-pricing-calculator quant-finance volatility-surface local-volatility-model local-volatility dupire
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Mar 18, 2026 - Jupyter Notebook
Arbitrage-free implied volatility surface engine — live SPY options via yfinance, Newton-Raphson IV extraction, SVI parameterization (Gatheral 2004), Durrleman no-arbitrage enforcement, and interactive Streamlit dashboard.
python derivatives quantitative-finance black-scholes financial-engineering implied-volatility svi options-pricing streamlit volatility-smile volatility-surface arbitrage-free
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Jun 30, 2026 - Python
A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (MoE) forecasting 10-day total variance changes.
machine-learning quantitative-finance implied-volatility svi options-pricing mixture-of-experts volatility-surface ssvi risk-neutral-density
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Jan 27, 2026 - Jupyter Notebook
Package for temporal deconvolution of bulk RNA-seq samples using SVI
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Oct 5, 2023 - Jupyter Notebook
Fit implied vol curves to option prices using SVI and SABR
options calibration option-pricing quantitative-finance american-options yahoo-finance black-scholes sabr implied-volatility stock-options svi sabr-model yfinance volatility-smile bjerksund-stensland
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Feb 1, 2026 - Python
Implied volatility surface fitting, SVI calibration, variance swap pricing, arbitrage detection, and greeks surfaces in Python. Uses the FlashAlpha API.
python options quantitative-finance implied-volatility greeks realized-volatility svi variance-swap volatility-surface term-structure arbitrage-detection options-analytics volatility-skew
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Jul 30, 2026 - Python
Bayesian inference using sparse gaussian processes from tinygp. Examples include 1D and 2D implementation.
tutorial scalability gaussian-processes svi reference-code sparse-gaussian-processes numpyro random-fourier-features tinygp
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May 20, 2024 - Jupyter Notebook
Construct volatility surfaces from live equity options data using no-arbitrage constraints, SVI calibration, and provide local vol, Greeks, and diagnostics.
python monte-carlo derivatives quantitative-finance black-scholes financial-engineering implied-volatility svi options-pricing structured-products pricing-engine stochastic-volatility streamlit volatility-smile quant-finance volatility-surface local-volatility arbitrage-free
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Aug 11, 2026 - Python
Volatility surface modelling library
option-pricing ceres nlopt computational-finance financial-engineering sabr svi sabr-model quant-finance volatility-surface heston-stochastic-volatility local-volatility-model sqp-optimization stochastic-local-volatility rough-heston andreasen-huge
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Aug 3, 2026 - C++
Investigate correlations between Covid-19 confirmed cases/deaths and selected social vulnerability indicators in the USA
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May 4, 2020 - Jupyter Notebook
Live options vol surface + SVI mispricing scanner. C++ math kernel (~3M IV solves/sec) + Python orchestration + interactive Streamlit dashboard.
cpp plotly quantitative-finance black-scholes pybind11 svi options-pricing streamlit volatility-surface
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May 6, 2026 - HTML
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